Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 16,24% | 0,07 CHF | 0,08 CHF | 351 285 | 50 000 | 334 194 | 50 000 | 23 042 CHF | 4 056 CHF | 100,00% | 100,00% |
19/11/2024 | 15,38% | 0,06 CHF | 0,07 CHF | 347 828 | 50 000 | 347 828 | 50 000 | 20 870 CHF | 3 500 CHF | 0,89% | 0,89% |
18/11/2024 | 16,74% | 0,07 CHF | 0,08 CHF | 328 710 | 50 000 | 338 331 | 43 384 | 23 639 CHF | 3 529 CHF | 100,00% | 100,00% |
15/11/2024 | 14,88% | 0,08 CHF | 0,09 CHF | 336 586 | 50 000 | 315 930 | 50 000 | 24 616 CHF | 4 530 CHF | 100,00% | 100,00% |
14/11/2024 | 14,94% | 0,08 CHF | 0,09 CHF | 300 852 | 50 000 | 297 567 | 50 000 | 24 970 CHF | 4 876 CHF | 98,02% | 98,02% |
13/11/2024 | 15,67% | 0,07 CHF | 0,08 CHF | 325 147 | 50 000 | 314 401 | 49 375 | 23 106 CHF | 4 261 CHF | 99,40% | 99,40% |
12/11/2024 | 15,19% | 0,08 CHF | 0,09 CHF | 292 244 | 50 000 | 278 766 | 50 000 | 24 908 CHF | 5 208 CHF | 100,00% | 100,00% |
11/11/2024 | 10,82% | 0,10 CHF | 0,12 CHF | 251 853 | 50 000 | 253 036 | 50 000 | 26 902 CHF | 5 920 CHF | 99,90% | 99,90% |
08/11/2024 | 12,94% | 0,09 CHF | 0,10 CHF | 273 319 | 50 000 | 289 215 | 50 000 | 25 120 CHF | 4 941 CHF | 83,33% | 83,33% |
07/11/2024 | 13,39% | 0,09 CHF | 0,10 CHF | 288 819 | 50 000 | 284 421 | 48 689 | 24 770 CHF | 4 859 CHF | 94,99% | 94,99% |